-41.5%
ACHR vs CBOE
+250.6%
-292.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.1% |
| 7D | +4.9% | -4.6% | +9.5% | +4.8% |
| 30D | +4.3% | +2.6% | +1.7% | +4.3% |
| 3M | +1.7% | +4.9% | -3.2% | +1.4% |
| 6M | -6.9% | -2.2% | -4.7% | -6.9% |
| YTD | -22.5% | +17.7% | -40.2% | -23.4% |
| 1Y | -31.5% | +26.1% | -57.6% | -32.7% |
| 3Y | -14.4% | +97.1% | -111.5% | -26.1% |
| 5Y | -41.6% | +149.2% | -190.8% | -55.2% |
| All | -41.5% | +250.6% | -292.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling